Today i faced a full cavalry SAKA army with an Imperial Roman Legion, with 1 first cohort, 5 cohorts, 2 pedites extr, 4 eastern auxilia, 2 eastern auxilia archers, 1 cohors evocata, 1 cohors pretoriana, a general, 1 gallic cav, 1 german cav, 1 extraordinarii cav. 40000 mnais.

Babylonian flat map.

I won, but it was against the AI, so...

Anyway, i saw that it's better NOT to use testudo, because the heavy cavalry charges hit it before they could reform original formation, and hit really bad. Normal formation, use infantry to cover flanks, use the few cavalries to attack isolated units.